A subclass of type \(G\) selfdecomposable distributions on \(\mathbb R^d\)

DOI10.1007/s10959-007-0129-3zbMath1146.60013MaRDI QIDQ2481397

Makoto Maejima, Jan Rosiński, Takahiro Aoyama

Publication date: 9 April 2008

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-007-0129-3

zbMATH Keywords

infinitely divisible distributions; self-decomposable distributions; Bondesson's generalized gamma convolution family; Goldie-Steutel theorem; Thorin class of distributions; type G distribution

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

60E07: Infinitely divisible distributions; stable distributions

60G51: Processes with independent increments; Lévy processes

60E05: Probability distributions: general theory

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Cites Work

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• Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations
• Characterizations of subclasses of type \(G\) distributions on \(\mathbb R^d\) by stochastic integral representa\-tions
• Relations between the \(\epsilon\)-selfdecomposable and selfdecomposable measures
• Type \(G\) distributions on \({\mathbb R}^d\)
• Additive processes and stochastic integrals
• THE CLASS OF TYPE G DISTRIBUTIONS ON Rd AND RELATED SUBCLASSES OF INFINITELY DIVISIBLE DISTRIBUTIONS